In order to immunize, i.e. hedge a bond portfolio with respect to sizable shifts of the yield curve one must?

Select one interest rate sensitive security and find aquantity that must be traded such that the total duration of the hedged portfolio is zero

Select twointerest rate sensitive security and find aquantity that must be traded such that the total duration and convexity of the hedged portfolio is zero.

Select twointerest rate sensitive security and find aquantity that must be traded such that the total duration and convexity of the hedged portfolio is minus infinity.

Select one interest rate sensitive security and find aquantity that must be traded such that the total convexityof the hedged portfolio is zero.